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Risk Neutral Pricing and Financial Mathematics: A Primer by John L. Teall, Peter M. Knopf

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Glossary of Terms

Absolutely continuous ent is said to be absolutely continuous with respect to ent if for each event ϕ in image, p(ϕ)=0⇒q(ϕ)=0.

Adapted process A stochastic process Xt is said to be adapted to a filtration {t}image if its values only depend upon information up to time t (cannot see into the future).

American option Can be exercised any time prior ...

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